WANTAGE, N.J. – Police in New Jersey are trying to determine who fired a bullet that struck CNN commentator Lou Dobbs' home as his wife stood nearby. State police Sgt. Stephen Jones says Dobbs' wife and driver were outside the home Oct. 5 when they heard the gunshot. Jones says the bullet didn't penetrate the siding and fell to the ground outside.

Dobbs mentioned the bullet earlier this week on CNN and his radio show.

Dobbs says he had been receiving threatening phone calls for weeks. On his radio show, he connected the gunshot to his advocacy for a crackdown on illegal immigration and to his opponents' rhetoric.

The home is on a farm in Wantage, about 50 miles northwest of New York City.

It is small-game hunting season, but no hunters were seen in the area